+27.4%
AAPL vs MTSI
+38.8%
-11.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.4% | -0.4% |
| 7D | -0.7% | -10.0% | +9.3% | -0.7% |
| 30D | +1.7% | -37.2% | +38.9% | +1.2% |
| 3M | +9.7% | -30.1% | +39.7% | +9.3% |
| 6M | +19.3% | -31.9% | +51.2% | +17.9% |
| YTD | +26.3% | +23.2% | +3.1% | +19.1% |
| 1Y | +27.4% | +26.4% | +1.0% | +19.8% |
| All | +27.4% | +38.8% | -11.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling